MDSIX vs. PDMIX
Compare and contrast key facts about Integrity Short Term Government Fund (MDSIX) and PIMCO GNMA and Government Securities Fund (PDMIX).
MDSIX is managed by MD Sass. It was launched on Jun 29, 2011. PDMIX is managed by PIMCO. It was launched on Jul 30, 1997.
Performance
MDSIX vs. PDMIX - Performance Comparison
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MDSIX vs. PDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDSIX Integrity Short Term Government Fund | 0.36% | 6.91% | 6.90% | 4.30% | -7.23% | -1.14% | 2.76% | 3.54% | 2.21% | 1.19% |
PDMIX PIMCO GNMA and Government Securities Fund | 0.18% | 8.43% | 1.59% | 6.03% | -13.96% | -0.65% | 5.78% | 6.57% | 0.83% | 2.06% |
Returns By Period
In the year-to-date period, MDSIX achieves a 0.36% return, which is significantly higher than PDMIX's 0.18% return. Over the past 10 years, MDSIX has outperformed PDMIX with an annualized return of 1.87%, while PDMIX has yielded a comparatively lower 1.51% annualized return.
MDSIX
- 1D
- 0.34%
- 1M
- -0.89%
- YTD
- 0.36%
- 6M
- 1.92%
- 1Y
- 5.21%
- 3Y*
- 5.51%
- 5Y*
- 1.95%
- 10Y*
- 1.87%
PDMIX
- 1D
- 0.64%
- 1M
- -2.37%
- YTD
- 0.18%
- 6M
- 1.63%
- 1Y
- 4.92%
- 3Y*
- 4.27%
- 5Y*
- 0.09%
- 10Y*
- 1.51%
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MDSIX vs. PDMIX - Expense Ratio Comparison
MDSIX has a 0.55% expense ratio, which is higher than PDMIX's 0.50% expense ratio.
Return for Risk
MDSIX vs. PDMIX — Risk / Return Rank
MDSIX
PDMIX
MDSIX vs. PDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity Short Term Government Fund (MDSIX) and PIMCO GNMA and Government Securities Fund (PDMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MDSIX | PDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 1.10 | +1.24 |
Sortino ratioReturn per unit of downside risk | 3.77 | 1.58 | +2.20 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.20 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 4.35 | 1.83 | +2.52 |
Martin ratioReturn relative to average drawdown | 17.55 | 5.17 | +12.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDSIX | PDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.10 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.01 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.30 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.03 | -0.45 |
Correlation
The correlation between MDSIX and PDMIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MDSIX vs. PDMIX - Dividend Comparison
MDSIX's dividend yield for the trailing twelve months is around 3.13%, less than PDMIX's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDSIX Integrity Short Term Government Fund | 3.13% | 2.54% | 3.91% | 1.51% | 0.93% | 1.90% | 4.41% | 3.50% | 3.70% | 3.01% | 2.50% | 2.44% |
PDMIX PIMCO GNMA and Government Securities Fund | 3.95% | 4.29% | 4.66% | 3.76% | 3.84% | 2.03% | 2.40% | 3.41% | 3.10% | 2.96% | 2.93% | 2.14% |
Drawdowns
MDSIX vs. PDMIX - Drawdown Comparison
The maximum MDSIX drawdown since its inception was -11.28%, smaller than the maximum PDMIX drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for MDSIX and PDMIX.
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Drawdown Indicators
| MDSIX | PDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.28% | -18.64% | +7.36% |
Max Drawdown (1Y)Largest decline over 1 year | -1.22% | -3.25% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -11.11% | -18.59% | +7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -11.28% | -18.64% | +7.36% |
Current DrawdownCurrent decline from peak | -0.89% | -2.37% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -1.75% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 1.15% | -0.85% |
Volatility
MDSIX vs. PDMIX - Volatility Comparison
The current volatility for Integrity Short Term Government Fund (MDSIX) is 0.90%, while PIMCO GNMA and Government Securities Fund (PDMIX) has a volatility of 1.87%. This indicates that MDSIX experiences smaller price fluctuations and is considered to be less risky than PDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDSIX | PDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 1.87% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 2.82% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 5.06% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.30% | 6.60% | -3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 5.02% | -1.89% |